The Great Machine and the Traveler are not the same thing. The Fallen want to "...crack open that depraved Earth-Servitor. To use its secrets to reclaim the Great Machine..." —Translated from Fallen Language. (Taken from the flavor text of Baron's Ambition) The depraved Earth-Servitor is the Traveler. We are protecting the Traveler from the Fallen. The Great Machine was probably the "Dark Mirror of the Traveler" that Xur is quoted as referencing.